# function returns list of strategies incl. all properties
# this will be used to search for trading opportunities during nigthly script
myStrategies <- function() {
  strat <- list(
    list(name="S_ADX_1060",
         direction="short",
         duration=5,
         groups=list(c("DJI_STOCKS", 1.72, 0.82), # groupname, LL, WL
                     c("SMALL_CAPS", 3.06, 1.23),
                     c("PM_STOCKS",  2.32, 1.72), 
                     c("TECH_STOCKS",1.72, 2.32))),
    list(name="S_ADX_4290",
         direction="short",
         duration=5,
         groups=list(c("DJI_STOCKS", 0.82, 2.32), 
                     c("PM_STOCKS",  1.72, 1.72))),
    list(name="S_GAP_9228",
         direction="short",
         duration=5,
         groups=list(c("SMALL_CAPS", 1.23, 2.32),
                     c("PM_STOCKS",  1.23, 3.95), 
                     c("TECH_STOCKS",1.23, 2.32))),
    list(name="L_DONCHIAN_17428",
         direction="long",
         duration=5,
         groups=list(c("DJI_STOCKS", 3.95, 2.32),
                     c("SMALL_CAPS", 3.95, 0.82),
                     c("PM_STOCKS",  1.72, 0.7), 
                     c("TECH_STOCKS",1.72, 1.23)))
  )
  return(strat)
}
